Options, Futures and Other Derivatives

John C. Hull

790 pages, parution le 09/08/2005 (6^eme édition)

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Résumé

For advanced undergraduate or graduate business, economics, and financial engineering courses in derivatives, options and futures, financial engineering or risk management.

Designed to bridge the gap between theory and practice, this successful book is regarded as "the bible" in trading rooms throughout the world. Hull offers a clear presentation with various numerical examples, as well as good practical knowledge of how derivatives are priced and traded.

L'auteur - John C. Hull

John Hull est professeur de finance à la Joseph L. Rotman School of Management, université de Toronto, Canada.

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Sommaire

Preface
Introduction
Mechanics of Futures Markets
Hedging Strategies Using Futures
Interest Rates
Determination of Forward and Futures Prices
Interest Rate Futures
Swaps
Mechanics of Options Markets
Properties of Stock Options
Trading Strategies Involving Options
Binomial Trees
Wiener Processes and Ito's Lemma
The Black-Scholes-Merton Model
Options on Stock Indices, Currencies, and Futures
Greek Letters
Volatility Smiles
Basic Numerical Procedures
Value at Risk
Estimating Volatilities and Correlations for Risk Management
Credit Risk
Credit Derivatives
Exotic Options
Insurance, Weather, and Energy Derivatives
More on Models and Numerical Procedures
Martingales and Measures
Interest Rate Derivatives: The Standard Market Models
Convexity, Timing, and Quanto Adjustments
Interest Rate Derivatives: Models of the Short Rate
Interest Rate Derivatives: HJM and LMM
Swaps Revisited
Real Options
Derivatives Mishaps and What We Can Learn from Them
Glossary of Terms
DerivaGem Software
Major Exchanges Trading Futures and Options
Table for N(x) when x= 0
Table for N(x) when x=0
Author Index
Subject Index

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Pearson
Auteur(s)	John C. Hull
Parution	09/08/2005
Édition	6^eme édition
Nb. de pages	790
Format	21 x 26
Couverture	Relié
Poids	1697g
Intérieur	Noir et Blanc
EAN13	9780131499089
ISBN13	978-0-13-149908-9